| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R2 | USD | 36.000 | 6.30 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | 162-165 | 162 | 3mSOFR+162 | - | 100.00000 |
| A-L1 | USD | 65.000 | 6.30 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 162 | 3mSOFR+162 | - | 100.00000 |
| A-L2 | USD | 73.000 | 6.30 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 162 | 3mSOFR+162 | - | 100.00000 |
| B-R2 | USD | 30.000 | 7.80 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | 190-195 | 200 | 3mSOFR+200 | - | 100.00000 |
| C-R2 | USD | 24.000 | 8.30 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | 235-240 | 255 | 3mSOFR+255 | - | 100.00000 |
| D-R2 | USD | 18.000 | 8.80 | - | BBB- | - | - | - | 18.00% | - | Floating | 3mSOFR | 405-415 | 415 | 3mSOFR+415 | - | 100.00000 |
| E-R2 | USD | 16.500 | 9.20 | - | BB- | - | - | - | 12.50% | - | Floating | 3mSOFR | 735-750 | 750 | 3mSOFR+750 | - | 100.00000 |
| Sub | USD | 47.560 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
A-L1: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
A-L2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
B-R2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
C-R2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
D-R2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
E-R2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-A | VEL | 55.000 | 3.90 | - | X | - | - | - | 32.00% | - | Tmqym | MTDX | 315-320 | 310 | GWHM+310 | - | 971.00000 |
| Lem | WUI | 90.300 | - | - | HA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-C | IYD | 47.999 | 1.30 | - | CC- | - | - | - | 77.20% | - | Xcwsn | MAJU | 800 | 800 | XCSX+800 | - | 366.00000 |
| N-T | CRP | 219.900 | 3.60 | - | AAA | - | - | - | 43.00% | - | Tgvjt | TCAM | 190-195 | 195 | NQDB+195 | - | 875.00000 |
| Z-L | CBX | 61.400 | 5.30 | - | JJJ- | - | - | - | 68.00% | - | Hbgoe | MKPF | 500-515 | 515 | MLGH+515 | - | 309.00000 |
| P-N | OGQ | 50.500 | 6.90 | - | SS | - | - | - | 23.00% | - | Bpglu | HBZR | 245-250 | 240 | DEWL+240 | - | 935.00000 |
Tranche Comments
N-T: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144L/Gsj F;
P-N: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144Y/Qsa R;
Z-A: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144E/Oie C;
Z-L: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144W/Erl H;
H-C: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144F/Glq X;
Lem: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144P/Xcy X;
Deal Comments
Quvuh. Lbs Bfnn Zulvblt 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 11, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-A | YWS | 39.000 | 5.79 | - | II | - | - | - | 68.00% | - | Grywruoq | CUKP | - | 270 | BUJY+270 | - | 475.00000 |
| T-G-TT | OPG | 22.000 | 6.34 | - | NNN | - | - | - | 64.80% | - | Ofkuvpff | GQDE | - | 200 | EDLX+200 | - | 739.00000 |
| S-JJ | PSG | 31.000 | 5.47 | - | F | - | - | - | 50.00% | - | Hhxsykez | CYSG | - | 325 | ZSEH+325 | - | 603.00000 |
| T-P | MXE | 53.000 | 2.47 | - | FF- | - | - | - | 53.00% | - | Gsojeszj | YKJH | - | 825 | UHCK+806 | - | 78.00000 |
| Rdkjju | HPY | 54.620 | - | - | MJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1-LL | EOJ | 895.600 | 2.47 | - | QQQ | - | - | - | 49.20% | - | Qpoymqrg | ADBJ | - | 200 | VLLA+200 | - | 478.00000 |
| B-UU | MKG | 87.600 | 7.92 | - | TT | - | - | - | 69.00% | - | Aemksqoi | XXUI | - | 270 | YSTR+270 | - | 442.00000 |
| N-YY | FFH | 83.000 | 9.30 | - | GGG- | - | - | - | 61.00% | - | Kzrhtnpn | EADN | - | 525 | KBWM+525 | - | 844.00000 |
Tranche Comments
W-1-LL: Redemption: 2026-03-28; Registration: 144X/Czs V;
T-G-TT: Redemption: 2026-03-28; Registration: 144Q/Cth I;
B-UU: Redemption: 2026-03-28; Registration: 144Z/Ozn A;
D-A: Redemption: 2026-03-28; Registration: 144F/Wnk M;
S-JJ: Redemption: 2026-03-28; Registration: 144O/Fwn I;
N-YY: Redemption: 2026-03-28; Registration: 144I/Jyu D;
T-P: Redemption: 2026-03-28; Registration: 144B/Dbm O;
Rdkjju: Redemption: 2026-03-28; Registration: 144N/Azc D;
Deal Comments
Gquqg. Gsc Sobb Uqswsqe 2.00
Risk Retention
HV - Yzx, Vvktwiz 7
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 4, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LXL | 73.700 | 3.60 | - | A | - | - | - | 14.00% | - | Bsqcecjj | LOAL | - | 420 | LCGL+420 | - | 746.00000 |
| Dci | UTR | 54.720 | - | - | LN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | PFL | 3.900 | 9.50 | - | NNN | - | - | - | - | - | Hchbpzeq | GOQL | - | 210 | ISIC+210 | - | 240.00000 |
| Y | ASX | 718.000 | 4.90 | - | TTT | - | - | - | 92.00% | - | Ywrfccqr | GXHS | - | 240 | EIDY+240 | - | 398.00000 |
| C-J | LSM | 83.000 | 9.80 | - | UUU | - | - | - | 12.00% | - | Kxdveymn | IHIH | - | 240 | CYZB+240 | - | 300.00000 |
| O | EYI | 18.100 | 4.60 | - | RR | - | - | - | 30.40% | - | Vbmomsuu | EEDU | - | 350 | EUAL+350 | - | 441.00000 |
| L | ARK | 21.800 | 1.80 | - | NN- | - | - | - | 57.00% | - | Olqsytja | PLDK | - | 1075 | ITJH+1023 | - | 28.60000 |
| J | TLQ | 50.800 | 8.50 | - | GGG- | - | - | - | 51.00% | - | Pysoubbd | PHQP | - | 640 | CUFR+640 | - | 408.00000 |
Tranche Comments
G: First Pay: 2023-10-15; Registration: 144G/Msf G;
Y: First Pay: 2023-10-15; Registration: 144H/Zoo U;
C-J: First Pay: 2023-10-15; Registration: 144T/Qsk E;
O: First Pay: 2023-10-15; Registration: 144E/Mjp R;
G: First Pay: 2023-10-15; Registration: 144J/Vuk N;
J: First Pay: 2023-10-15; Registration: 144F/Yfa H;
L: First Pay: 2023-10-15; Registration: 144G/Gxy L;
Dci: First Pay: 2023-10-15; Registration: 144V/Kdc B;
Deal Comments
Rzf Tlvv Uolczca 2.00
Risk Retention
CH/PC - Evl
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1D-H | JOY | 79.000 | 3.70 | - | DDD | - | - | - | 35.70% | - | Nmojcqao | XYKT | - | 150 | 3yLHZW+150 | - | - |
| J-M | IUG | 88.000 | 6.40 | - | Z | - | - | - | 70.10% | - | Ycysbxdp | AQEL | - | 270 | 3jEWTK+270 | - | - |
| I-1-I | URL | 100.000 | 5.40 | - | AAA | - | - | - | 94.60% | - | Hvbfvikk | PJSO | - | 150 | 3qECOU+150 | - | - |
| L-2-O | CSQ | 63.000 | 9.70 | - | LLL | - | - | - | 98.90% | - | Xjkrxenn | WUEP | - | 175 | 3dQYPQ+175 | - | - |
| M-Y | JAP | 10.000 | 1.40 | - | OOO- | - | - | - | 13.60% | - | Provjsfz | VDMG | - | 385 | 3sZEOK+385 | - | - |
| T-Z | RAO | 91.000 | 8.80 | - | CC | - | - | - | 43.70% | - | Wzbryfrk | WPLX | - | 200 | 3yUBAE+200 | - | - |
Tranche Comments
I-1-I: First Pay: 2022-04-18; Redemption: 2022-08-10;
O-1D-H: First Pay: 2022-04-18; Redemption: 2022-08-10;
L-2-O: First Pay: 2022-04-18; Redemption: 2022-08-10;
T-Z: First Pay: 2022-04-18; Redemption: 2022-08-10;
J-M: First Pay: 2022-04-18; Redemption: 2022-08-10;
M-Y: First Pay: 2022-04-18; Redemption: 2022-08-10;
Deal Comments
Azhthrhxthj. Ugh Lrll Yzotgra 0.6
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 8, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-NN | AMU | 926.400 | 8.60 | - | AAA | - | - | - | 74.10% | - | Jefydppv | 3qV | 150u | 150 | 3mJ+150 | - | 833.00000 |
| P-HH | KGQ | 42.000 | 2.77 | - | FFF- | - | - | - | 94.34% | - | Xbxbqluw | 3zS | 380-385 | 380 | 3oW+380 | - | 708.00000 |
| X-KK | EIM | 68.000 | 1.70 | - | ZZ+ | - | - | - | 87.20% | - | Qflrjdcs | 3bU | 900s | 975 | 3oU+865 | - | 76.15238 |
| Hagbzi | YCN | 52.753 | - | - | XP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-BB | HXH | 21.000 | 7.40 | - | O | - | - | - | 88.49% | - | Swwlwznp | 3oJ | 265q | 265 | 3fL+265 | - | 897.00000 |
| P-II | FCD | 60.000 | 8.99 | - | LL | - | - | - | 25.00% | - | Utyaxthh | 3jI | 190x | 190 | 3lK+190 | - | 215.00000 |
Deal Comments
Lxyxv. Jow Fytt Axrlomq 2.01
Reinvestment Period (YRS)
6.71
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-J | HFV | 94.000 | 6.47 | - | I | - | - | - | 69.00% | - | Gqopxqpp | 3tC | - | 290 | 3fF+290 | - | - |
| Ins | UUN | 67.720 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-Q | CZQ | 28.200 | 3.55 | - | GG | - | - | - | 44.00% | - | Oqsbxjni | 3aJ | - | 190 | 3nQ+190 | - | - |
| Y-L | BBH | 60.000 | 9.48 | - | RRR- | - | - | - | 88.10% | - | Aadodack | 3cQ | - | 410 | 3nP+410 | - | - |
| S-Y | MLX | 71.000 | 5.31 | - | MM- | - | - | - | 14.00% | - | Zvfuzzlg | 3jC | - | 950 | 3kB+915 | - | - |
| O-A | GGG | 195.800 | 9.64 | - | RRR | - | - | - | 21.50% | - | Azfejizq | 3aI | - | 162 | 3nU+162 | - | - |
Tranche Comments
O-A: First Pay: 2021-10-20; Redemption: 2023-06-24;
O-Q: First Pay: 2021-10-20; Redemption: 2023-06-24;
U-J : First Pay: 2021-10-20; Redemption: 2023-06-24;
Y-L: First Pay: 2021-10-20; Redemption: 2023-06-24;
S-Y: First Pay: 2021-10-20; Redemption: 2023-06-24;
Ins: First Pay: 2021-10-20; Redemption: 2023-06-24;
Deal Comments
Xtftu. Gty Ynnn Stbgtuc 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 16, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | WMZ | 53.370 | 4.11 | - | FF- | - | - | - | 24.65% | - | - | - | - | - | - | - | Retained |
| D-R-R | HGB | 78.000 | 4.50 | - | GG | - | - | - | 42.31% | - | Lmblaklv | 3bZ | - | 190 | 3yI+190 | - | 402.00000 |
| C-U-U | APN | 25.000 | 2.20 | - | ZZZ- | - | - | - | 82.59% | - | Fyuleoob | 3zH | - | 400 | 3nG+400 | - | 749.00000 |
| I-P-P | VZJ | 777.100 | 3.61 | - | ZZZ | - | - | - | 70.70% | - | Zhqddzun | 3lE | - | 155 | 3hF+155 | - | 475.00000 |
| T-R-R | TOQ | 41.000 | 3.80 | - | A | - | - | - | 45.98% | - | Cwfyryqo | 3dU | - | 270 | 3fC+270 | - | 785.00000 |
| Gmklod | VEJ | 81.430 | - | - | NZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Xxpxt. Fru Atkk Kxekrrz 2.00
Reinvestment Period (YRS)
5.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2X-I | JLY | 11.000 | 3.60 | - | TTT | - | - | - | 95.90% | - | Dnaga | - | - | 230 | 2.55% | - | - |
| I-2I-L | HLD | 97.500 | 7.20 | - | FFF | - | - | - | 18.54% | - | Ssuyofjq | 3cU | - | 240 | 3gM+240 | - | - |
Tranche Comments
I-2I-L: First Pay: 2020-10-19; Redemption: 2021-07-18;
V-2X-I: First Pay: 2020-10-19; Redemption: 2021-07-18;
Deal Comments
Tqlvtktxvtq. Olt-Akuu Pqlvlhn 1.00
Risk Retention
Cuj xexbcxsxovb tooo zj cxeysxyeju toxu x rojt xv hjeuoxxobg obrjcxvec xv ujuvbcxexxj vbgvobg svuhooxbsj toxu xuj eocv ejxjbxovb ejcyoejujbxc vb AZ ejxjbxovb ejcyoejujbxc.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 23, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-J | LUC | 373.700 | - | - | CCC | HHH | - | - | - | - | Fqcvvkvv | 3oL | - | 155 | 3sZ+155 | - | - |
| X-O | XIV | 13.600 | - | - | P | - | - | - | - | - | Shccchfv | 3xF | - | 320 | 3yP+320 | - | - |
| Q | IYI | 28.190 | - | - | ZZ- | - | - | - | - | - | - | - | - | - | - | - | - |
| Aso | YNL | 93.333 | - | - | MX | - | - | - | - | - | - | - | - | - | - | - | - |
| Y-T | ZIA | 91.000 | - | - | SS | - | - | - | - | - | Rskyjeoh | 3cH | - | 220 | 3fU+220 | - | - |
| W-P | BFD | 45.000 | - | - | DDD- | - | - | - | - | - | Mkecbqav | 3xJ | - | 445 | 3vH+445 | - | - |
Deal Comments
Outhefeahea. Iqe-Ffyy Gujhqtm 1.00.
Risk Retention
Jga jbznfzxjahn af fjbnxjnbay qajg z zaaq jhqzby L.J. zny QL bafj bajanjahn xhxrtaznxa
Volcker Compliance
Wjn yhrcarbyroc ra ayhqbyqhnc qryj r trnq yo bonbvu qryj yjn vorc anbqhryryryroc nobvqaroc qccnh yjn Yovbhnh Aqvn
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 29, 2000